Marco Tarenghi

Identifiers

• name variant Marco Tarenghi 0.60 · backfill

Papers (4)

1. Interest-Rate Modeling with Multiple Yield Curves q-fin.PR · 2010 · author #2
2. Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk q-fin.PR · 2009 · author #3
3. Credit Default Swap Calibration and Equity Swap Valuation under Counterparty Risk with a Tractable Structural Model q-fin.PR · 2009 · author #2
4. Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model q-fin.PR · 2009 · author #2

Mentions

• 1006.4767 #2 · backfill · confidence 0.70 Marco Tarenghi
• 0912.4404 #3 · backfill · confidence 0.70 Marco Tarenghi
• 0912.3031 #2 · backfill · confidence 0.70 Marco Tarenghi
• 0912.3028 #2 · backfill · confidence 0.70 Marco Tarenghi

Frequent Coauthors

• Damiano Brigo 3 shared papers
• Andrea Pallavicini 1 shared papers
• Massimo Morini 1 shared papers